PCA Index Dashboard Examples

This script was last run at 2024-03-25 22:00:00.743897+00:00 (UTC)
In US/Central Time, this is 2024-03-25 17:00:00.743897-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.896829	-0.474387	0.086357	-0.009098	0.545129	0.254474
1997-01-03	-0.885119	-0.474387	-0.155452	0.006408	0.744723	0.205305
1997-01-06	-0.881216	-0.474387	-0.064022	-0.016851	0.777603	0.269262
1997-01-07	-0.881216	-0.453568	-0.128986	-0.047862	0.837233	0.382902
1997-01-08	-0.892926	-0.453568	-0.021916	-0.086627	0.785264	0.496150
...	...	...	...	...	...	...
2024-03-19	-0.881216	-1.463278	-0.794264	1.657773	0.738744	0.558610
2024-03-20	-0.865603	-1.400822	-0.888100	1.719796	0.827918	0.465823
2024-03-21	-0.900732	-1.432050	-0.902537	1.727549	0.836540	0.472564
2024-03-22	-0.889023	-1.452869	-0.885694	1.727549	0.764101	0.313953
2024-03-25	-0.889023	-1.369594	-0.885694	1.727549	0.808695	0.313953

7194 rows × 6 columns

pc1

DATE
1997-01-02   -0.577029
1997-01-03   -0.683140
1997-01-06   -0.666050
1997-01-07   -0.702402
1997-01-08   -0.672075
                ...   
2024-03-19   -1.571790
2024-03-20   -1.595934
2024-03-21   -1.625944
2024-03-22   -1.583077
2024-03-25   -1.569650
Name: PC1, Length: 7194, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()